+141.9%
EWJ vs EFX
+42.6%
+99.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +0.3% | -4.5% | +4.8% | +1.3% |
| 30D | +0.8% | -6.1% | +6.9% | +2.0% |
| 3M | +7.5% | +6.2% | +1.3% | +5.1% |
| 6M | +15.6% | -11.2% | +26.8% | +17.4% |
| YTD | +22.7% | -21.4% | +44.1% | +27.6% |
| 1Y | +26.4% | -34.3% | +60.7% | +37.0% |
| 3Y | +72.5% | -12.5% | +85.0% | +70.3% |
| 5Y | +52.4% | -35.6% | +88.0% | +58.5% |
| All | +141.9% | +42.6% | +99.3% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling